  | Föllmer, H., & Weber, S. (2015). The Axiomatic Approach to Risk Measures for Capital Determination. (preliminary version). ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/19708. |
  | Föllmer, H., & Penner, I. (2015). Consistent Risk Measures and a non-linear Extension of Backwards Martingale Convergence. In Z.-Q. Chen, N. Jacob, ... M. Takeda (Eds.), Festschrift Masatoshi Fukushima (pp. 183-202). World Scientific. |
 | Föllmer, H., Biagini, F., & Nedelcu, S. (April 2014). Shifting Martingale Measures and the Birth of a Bubble as a Submartingale. Finance and Stochastics, 18 (2), 297-326. doi:10.1007/s00780-013-0221-8  Peer reviewed |
 | Föllmer, H. (March 2014). Spatial Risk Measures and their Local Specification: The Locally Law-Invariant Case. Statistics and Risk Modeling, 31 (1), 79–101. doi:10.1515/strm-2013-5001 Peer Reviewed verified by ORBi |
 | Föllmer, H., & Knispel, T. (2013). Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios. In L. C. MacLean & W. T. Ziemba (Eds.), Handbook of the Fundamentals of Financial Decision Making (pp. 507-554). World Scientific Publishing Co. Peer reviewed |
 | Föllmer, H., & Schied, A. (2013). Probabilistic aspects of finance. Bernoulli, 19 (4), 1306-1326. doi:10.3150/12-BEJSP05 Peer reviewed |
 | Föllmer, H., & Knispel, T. (2012). Convex Capital Requirements for Large Portfolios. In Stochastic Analysis and Applications to Finance. Essays in Honour of Jia-an Yan (pp. 169-195). World Scientific Publishing Company. doi:10.1142/9789814383585_0010 |
 | Föllmer, H., Acciaio, B., & Penner, I. (04 April 2012). Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Finance and Stochastics, 16 (4), 669-709. doi:10.1007/s00780-012-0176-1 Peer reviewed |